Options order flow, volatility demand and variance risk premium
Year of publication: |
2017
|
---|---|
Authors: | Chakrabarti, Prasenjit ; Kotha, Kiran Kumar |
Published in: |
Multinational finance journal. - [Erscheinungsort nicht ermittelbar] : Global Business Publications, ZDB-ID 2070460-4. - Vol. 21.2017, 2, p. 49-90
|
Subject: | variance risk premium | volatility demand | model-free implied volatility | realized variance | options contract | Volatilität | Volatility | Risikoprämie | Risk premium | Optionsgeschäft | Option trading | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Japan | Varianzanalyse | Analysis of variance | Prognoseverfahren | Forecasting model |
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